Sections 1 to 7: exact equations, integrating factors, Bernoulli and homogeneous substitution, autonomous equations, logistic growth, mixing models, Newton cooling第 1 至 7 节:恰当方程、积分因子、Bernoulli 换元与齐次换元、自治方程、逻辑斯谛增长、混合模型、牛顿冷却定律CALC IV
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PART I · CORE TECHNIQUESComputational fluency · 28 marks计算熟练度 · 28分
Exact Equations, Integrating Factors, and Substitutions恰当方程、积分因子与换元法
Show all working. For each exact equation, check $M_y = N_x$ explicitly before constructing the potential. For each integrating factor, derive it from first principles rather than quoting the formula directly.写出全部解题过程。对每道恰当方程题,在构造势函数之前须明确验证 $M_y = N_x$。对每个积分因子,须从基本原理推导,而非直接套用公式。
Q1MEDIUMCOREtesting exactness and finding the potential验证恰当性并求势函数[8 marks]
For each equation, test whether it is exact. If it is, find the general solution $F(x,y) = C$ by constructing the potential function $F$.对下列各方程,判断其是否为恰当方程。若是,通过构造势函数 $F$ 求出通解 $F(x,y) = C$。
(a) $(y^2 + 2xy)\,dx + (2xy + x^2)\,dy = 0$ [3]
(b) $(3x^2 y)\,dx + (x^3 + 2y)\,dy = 0$ [3]
(c)$(2xy + y^2)\,dx + (x^2 - y)\,dy = 0$. Show it is not exact and compute $M_y - N_x$.$(2xy + y^2)\,dx + (x^2 - y)\,dy = 0$。证明该方程不是恰当方程,并计算 $M_y - N_x$。[2]
Q2MEDIUMCOREexact IVP integrating in $y$ first恰当方程初值问题:先对 $y$ 积分[10 marks]
Solve the initial value problem
$$ (3x^2 y + 2xy + y^3)\,dx + (x^3 + x^2 + 3xy^2)\,dy = 0, \quad y(1) = 2. $$
Verify exactness first. Integrate $N$ in $y$ to find $F$, then apply the initial condition.求下列初值问题的解:
$$ (3x^2 y + 2xy + y^3)\,dx + (x^3 + x^2 + 3xy^2)\,dy = 0, \quad y(1) = 2. $$
先验证恰当性,对 $N$ 关于 $y$ 积分以求 $F$,再代入初始条件。
(a)Verify $M_y = N_x$.验证 $M_y = N_x$。[2]
(b)Integrate $N$ in $y$ and determine $h(x)$ by matching $F_x = M$.对 $N$ 关于 $y$ 积分,再通过匹配 $F_x = M$ 确定 $h(x)$。[5]
(c)Apply $y(1) = 2$ to find the particular solution.代入 $y(1) = 2$,求特解。[3]
(a)Show that the equation is not exact and compute $(M_y - N_x)/N$.证明该方程不是恰当方程,并计算 $(M_y - N_x)/N$。[3]
(b)Identify the integrating factor $\mu(x)$ and multiply through. Verify that the resulting equation is exact.确定积分因子 $\mu(x)$,将方程两边乘以 $\mu(x)$,并验证所得方程是恰当方程。[4]
(c)Solve the exact equation to obtain the general solution in the form $F(x,y) = C$.求解该恰当方程,将通解写成 $F(x,y) = C$ 的形式。[3]
PART II · DEFINITIONS AND PROOFRigorous arguments · 26 marks严格论证 · 26分
Exactness Criterion, Bernoulli Reduction, and Autonomous Stability恰当性判据、Bernoulli 降阶与自治方程稳定性
These items are graded on the logic of the argument. State every substitution before using it. In proofs, justify each implication; in the Bernoulli reduction, derive the linearised equation from scratch rather than quoting the formula.本部分依据论证的逻辑严密性评分。每次换元前须先声明换元方式。在证明中须逐步说明每个推导步骤;在 Bernoulli 降阶中,须从头推导线性化方程,而非直接套用结论。
Q4HARDPROOFderiving the exactness criterion from Clairaut's theorem由 Clairaut 定理推导恰当性判据[8 marks]
Let $M(x,y)$ and $N(x,y)$ have continuous second partial derivatives on a simply connected region.设 $M(x,y)$ 与 $N(x,y)$ 在单连通区域上具有连续的二阶偏导数。
(a)Suppose $F$ is a potential for $M\,dx + N\,dy = 0$, meaning $F_x = M$ and $F_y = N$. Use Clairaut's theorem ($F_{xy} = F_{yx}$) to prove that $M_y = N_x$ is a necessary condition for exactness.设 $F$ 是 $M\,dx + N\,dy = 0$ 的势函数,即 $F_x = M$ 且 $F_y = N$。利用 Clairaut 定理($F_{xy} = F_{yx}$)证明 $M_y = N_x$ 是方程为恰当方程的必要条件。[3]
(b)Now suppose $M_y = N_x$. Describe the procedure for constructing $F$ starting from $F = \displaystyle\int M\,dx + g(y)$. In particular, show that the expression $g'(y) = N - \dfrac{\partial}{\partial y}\displaystyle\int M\,dx$ is independent of $x$ (and hence integrable in $y$ alone).现设 $M_y = N_x$。描述从 $F = \displaystyle\int M\,dx + g(y)$ 出发构造 $F$ 的步骤。特别地,证明表达式 $g'(y) = N - \dfrac{\partial}{\partial y}\displaystyle\int M\,dx$ 与 $x$ 无关(从而仅关于 $y$ 可积)。[5]
Q5HARDPROOFBernoulli equation: derive the substitution and solveBernoulli 方程:推导换元并求解[10 marks]
Consider the Bernoulli equation $y' + \dfrac{1}{x}\,y = x\,y^3$ for $x > 0$, with $y(1) = 1$.考虑 Bernoulli 方程 $y' + \dfrac{1}{x}\,y = x\,y^3$,$x > 0$,初始条件 $y(1) = 1$。
(a)Divide through by $y^3$ and set $v = y^{-2}$. Derive the linear equation satisfied by $v$ step by step, showing how the chain-rule factor $(1-n)$ arises.方程两边除以 $y^3$,令 $v = y^{-2}$。逐步推导 $v$ 所满足的线性方程,说明链式法则因子 $(1-n)$ 如何出现。[4]
(b)Solve the linear equation for $v$ using an integrating factor.用积分因子法求解关于 $v$ 的线性方程。[4]
(c)Revert to $y$, apply $y(1) = 1$, and state the domain of validity of the particular solution.回代得 $y$,代入 $y(1) = 1$,并说明特解的有效定义域。[2]
Q6HARDPROOFautonomous equations and phase-line stability自治方程与相线稳定性[8 marks]
(a)Find all equilibria and classify each as stable or unstable using the linearised stability test $f'(y^{*})$.求所有平衡点,并用线性化稳定性判据 $f'(y^{*})$ 将每个平衡点分类为稳定或不稳定。[4]
(b)Sketch a phase line for $f$, indicating the direction of motion on each interval between equilibria.画出 $f$ 的相线,标出每两个平衡点之间各区间上解的运动方向。[2]
(c)A solution starts at $y(0) = 3$. State $\displaystyle\lim_{t\to\infty} y(t)$ and justify your answer using the phase line (no explicit integration needed).某解满足 $y(0) = 3$。写出 $\displaystyle\lim_{t\to\infty} y(t)$ 的值,并利用相线说明理由(无需显式积分)。[2]
PART III · APPLICATIONS AND SYNTHESISExtended problems · 28 marks综合应用题 · 28分
Logistic Growth, Mixing Tanks, and Newton's Law of Cooling逻辑斯谛增长、混合槽问题与牛顿冷却定律
Set up each model from first principles: state the balance law or growth law before writing the ODE. Carry exact values through and simplify at the end. Check long-term limits against what the model predicts qualitatively.从基本原理建立每个模型:在写出微分方程之前先陈述守恒律或增长规律。计算过程中保留精确值,最后再化简。用模型的定性预测来核验长期极限结果。
Q7HARDAPPLIEDlogistic IVP: closed-form solution and long-term behavior逻辑斯谛初值问题:闭合形式解与长期行为[8 marks]
A bacterial population obeys the logistic equation
$$ \frac{dP}{dt} = 0.4\,P\!\left(1 - \frac{P}{500}\right), \quad P(0) = 50. $$某细菌种群满足逻辑斯谛方程
$$ \frac{dP}{dt} = 0.4\,P\!\left(1 - \frac{P}{500}\right), \quad P(0) = 50. $$
(a)State the carrying capacity $K$ and the intrinsic growth rate $k$, and identify the two equilibria. Classify each as stable or unstable.写出环境容量 $K$ 与固有增长率 $k$,确定两个平衡点,并将每个平衡点分类为稳定或不稳定。[1]
(b)Separate variables and use partial fractions to integrate both sides. Show that the general solution can be written as $\dfrac{P}{1 - P/K} = A\,e^{kt}$.分离变量,利用部分分式对两边积分,证明通解可写为 $\dfrac{P}{1 - P/K} = A\,e^{kt}$。[4]
(c)Apply $P(0) = 50$ to determine $A$, then solve for $P(t)$ in the standard logistic form $P(t) = \dfrac{K P_0}{P_0 + (K - P_0)e^{-kt}}$.代入 $P(0) = 50$ 确定 $A$,再求 $P(t)$ 的标准逻辑斯谛形式 $P(t) = \dfrac{K P_0}{P_0 + (K - P_0)e^{-kt}}$。[2]
(d)Find $\displaystyle\lim_{t\to\infty} P(t)$ and confirm it equals the stable equilibrium.求 $\displaystyle\lim_{t\to\infty} P(t)$,并验证其等于稳定平衡点。[1]
Q8HARDAPPLIEDmixing tank: linear ODE with constant-volume balance混合槽:恒容守恒下的线性常微分方程[6 marks]
A tank initially contains 200 L of pure water. Brine with concentration 0.05 kg/L flows in at 4 L/min, and the well-mixed solution drains out at 4 L/min (so the volume stays constant at 200 L). Let $A(t)$ be the mass of salt (in kg) in the tank at time $t$ (min).某水槽初始盛有 200 L 纯水。浓度为 0.05 kg/L 的盐水以 4 L/min 的流速流入,充分混合后的溶液以 4 L/min 的流速流出(故体积始终保持 200 L 不变)。设 $A(t)$ 为 $t$ 时刻(分钟)槽中盐的质量(kg)。
(a)Write down the ODE for $A(t)$ using the balance law: rate in minus rate out. Simplify to the form $A' + p\,A = q$ and identify $p$ and $q$.利用守恒律(流入速率减流出速率)写出 $A(t)$ 的微分方程,化简为 $A' + p\,A = q$ 的形式,并确定 $p$ 与 $q$。[2]
(b)Solve the IVP (with $A(0) = 0$) using the integrating factor $\mu = e^{\int p\,dt}$.用积分因子 $\mu = e^{\int p\,dt}$ 求解初值问题($A(0) = 0$)。[2]
(c)Find $A(30)$ (round to two decimal places) and compute $\displaystyle\lim_{t\to\infty} A(t)$. Interpret the limiting value physically.求 $A(30)$(保留两位小数),并计算 $\displaystyle\lim_{t\to\infty} A(t)$。从物理意义解释极限值。[2]
Q9HARDAPPLIEDNewton's law of cooling: parameter estimation and inversion牛顿冷却定律:参数估计与反解[8 marks]
A cup of coffee at 90°C is placed in a room held at 20°C. After 10 minutes the coffee has cooled to 70°C. Assume Newton's law of cooling: $T' = -k(T - T_a)$, where $T_a = 20$°C.一杯温度为 90°C 的咖啡置于室温 20°C 的房间中。10 分钟后咖啡冷却至 70°C。假设牛顿冷却定律成立:$T' = -k(T - T_a)$,其中 $T_a = 20$°C。
(a)Solve the ODE with $T(0) = 90$ to obtain $T(t) = 20 + 70\,e^{-kt}$.以 $T(0) = 90$ 为初始条件求解该微分方程,得到 $T(t) = 20 + 70\,e^{-kt}$。[2]
(b)Use the condition $T(10) = 70$ to determine $k$ exactly.利用条件 $T(10) = 70$ 精确确定 $k$。[2]
(c)Find the time $t^{*}$ at which the coffee reaches 50°C. Express $t^{*}$ in exact form and give a decimal approximation to one decimal place.求咖啡冷却至 50°C 所需的时间 $t^{*}$,给出精确表达式,并保留一位小数的近似值。[2]
(d)State $\displaystyle\lim_{t\to\infty} T(t)$ and explain why this matches $T_a$, relating your answer to the stability of the equilibrium $T = T_a$ of the autonomous equation.写出 $\displaystyle\lim_{t\to\infty} T(t)$,并解释为何结果等于 $T_a$,将你的回答与自治方程平衡点 $T = T_a$ 的稳定性联系起来。[2]
Q10HARDAPPLIEDhomogeneous substitution and exact method compared齐次换元法与恰当方程法的比较[6 marks]
(a)Show the equation is not exact. Then test $(N_x - M_y)/M$ and find a $y$-only integrating factor $\mu(y)$.证明该方程不是恰当方程,检验 $(N_x - M_y)/M$,并求仅关于 $y$ 的积分因子 $\mu(y)$。[2]
(b)Multiply through by $\mu$, verify exactness, and solve to get $F(x,y) = C$.将方程两边乘以 $\mu$,验证恰当性,并求解得 $F(x,y) = C$。[2]
(c)Verify the same result by treating the equation as $dx/dy = f(x/y)$ and using the substitution $x = wy$. Confirm the two methods give the same family of curves.将方程化为 $dx/dy = f(x/y)$ 的形式,利用换元 $x = wy$ 进行验证,确认两种方法给出相同的曲线族。[2]